+195.8%
PDD vs ALL
+242.9%
-47.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.9% | +5.0% | -9.9% | -5.4% |
| 30D | -3.0% | +13.3% | -16.4% | -4.4% |
| 3M | -6.2% | +3.2% | -9.4% | -6.6% |
| 6M | -20.7% | +25.3% | -46.1% | -22.8% |
| YTD | -30.4% | +30.5% | -60.8% | -32.6% |
| 1Y | -41.3% | +29.2% | -70.5% | -43.1% |
| 3Y | -27.7% | +119.1% | -146.8% | -36.0% |
| 5Y | -16.9% | +162.6% | -179.5% | -30.0% |
| All | +195.8% | +242.9% | -47.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling